Long-standing AQR principal, co-head of macro strategies, and portfolio manager on a number of strategies, Yao Hua Ooi is departing the firm for a new opportunity. As of June 3, 2024, managing and founding principal Clifford Asness and principal Bryan Kelly have joined AQR Multi-Asset’s management roster. John Huss now co-heads the macro strategies group with continuing co-lead Jordan Brooks. Huss will also head the firm’s integrated research efforts across AQR’s equity, macro, multi-asset, and managed-futures offerings. Named portfolio managers on this strategy are Clifford Asness, John Liew, Bryan Kelly, Andrea Frazzini, Huss, and Brooks.
AQR Multi-Asset I AQRIX
- NAV / 1-Day Return 10.83 / −0.28 %
- Total Assets 551.9 Mil
-
Adj. Expense Ratio
0.810%
- Expense Ratio 1.010%
- Distribution Fee Level Low
- Share Class Type Institutional
- Category Tactical Allocation
- Investment Style Large Blend
- Credit Quality / Interest Rate Sensitivity —
- Status Open
- TTM Yield 2.14%
- Turnover 125%
USD | NAV as of Oct 02, 2024 | 1-Day Return as of Oct 02, 2024, 10:16 PM GMT+0
Morningstar’s Analysis AQRIX
Will AQRIX outperform in future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 35.8
|
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
|---|---|---|---|
Limited Purpose Cash Investment | 16.19 | 78.3 Mil | — |
Aqr Mf Cayman Blocker | 9.18 | 44.4 Mil | — |
US DOLLAR | 4.27 | 20.6 Mil | Cash and Equivalents |
United States Treasury Bills 0% | 2.54 | 12.3 Mil | Government |
United States Treasury Bills 0% | 2.43 | 11.8 Mil | Government |
Cash Offset | 2.18 | 10.5 Mil | — |
NVIDIA Corp | 1.87 | 9.1 Mil | Technology |
France (Republic Of) 0.1% | 1.66 | 8.0 Mil | Government |
United States Treasury Bills 0% | 1.66 | 8.0 Mil | Government |
Goldman Sachs Var 12/99 | 1.61 | 7.8 Mil | Cash and Equivalents |
United States